Explaining Systems Analysis

compiled by
Dr. Aly N. El-Bahrawy
From
Chapter 1
Civil and Environmental Systems Engineering
C. ReVelle, E. Whitlatch, J. Wright
Pearson Prentice Hall, 2004
 Introduction
• Everyone’s lifetime is filled with an endless
string of opportunities and challenges to
decide or choose among alternative courses of
action
• Engineers should present alternatives that
serve the interests of their clients
• There are powerful tools that enhance the
decision-making process
 Introduction
• Mathematical programming and linear
programming have wide application in
engineering
• The course offer application in large quantities
to motivate the student to learn the
methodologies
• Simple computer programs are used to solve
the problems of optimization
 Explaining Systems Analysis
• Mathematical models are built using
differential and difference equations to
explain natural phenomena
• Such models are called collectively ‘descriptive
models’
 Explaining Systems Analysis
• After World War II, mathematics for decision
making and invention of digital computers
have enhanced the decision making process
• Models that use such decision making
mathematics are called ‘prescriptive models’
 Explaining Systems Analysis
• The question for descriptive models is: ‘If I
follow this course of action, what will
happen?’
• The question for prescriptive models is: ‘What
is the best course of action that I might
follow?’
 Explaining Systems Analysis
• Models can be classified as deterministic or
stochastic
• Deterministic models (the number of table
tops of a given size that can be cut from 4 by 8
foot sheet of plywood) have a single outcome
• Stochastic models (maximum temperature
during the month of August) have multiple
outcomes
 Deterministic Optimization …
• Linear Programming
– Linear objective and linear constraints
• Quadratic Programming
– Quadratic objective function
• Gradient Methods
– Follow slopes of objective function
• Optimal Control Theory
– Optimal trajectory to achieve some goal
 … Deterministic Optimization
• Dynamic Programming
– Problems with a number of time stages
• Multiobjective Programming
– Derives tradeoffs between objectives
• Integer Programming
– Only integer-valued decisions
• Binary Programming
– Only 0 or 1 decisons
 Mathematical Programming
• The term means optimization methods and its
subspecialties (linear, dynamic, etc.)
• The programming in the term means
scheduling, the setting of an agenda, or the
creation of a plan of activities.
• Confusion exists with computer programinng
since all optimization requires use of digital
computation.
 A History of Systems and Optimization

• The invention of calculus

– Leibniz 1684
– Newton 1687
• The invention of Linear Programming
– Koopmans
– Kantorovich 1939
• The Simplex procedure
– Danzig 1947
• The Simplex Tableau
– Charnes 1948-1952
 Applications of Linear Programming

• Distribution, warehousing and industrial siting

– Least cost distribution of goods from multiple
sources to multiple destinations (Transportation)
– Delivery of routing problems where goods are
dropped off as the vehicles traverse the route
– Optimal stocking of goods and their release
through time
– Siting of warehouses between factories and
markets
 Applications of Linear Programming
• Solid wastes management
– Route solid wastes collection vehicles through
street networks
• Manufacturing, refining and processing
– Choose which items to manufacture to achieve either
least cost or maximum profit given constraints on the
total amount
• Education systems
– Class and room scheduling, bus routing,
enrollment planning
 Applications of Linear Programming
• Personnel scheduling and assignment
– Scheduling of personnel through shift rotations, assign
people to jobs or tasks in large organizations (e.g.
airline crews)
• Emergency systems
– Siting of fire engines, fire trucks, fire stations and
ambulances
• The transportation sector
– Highway, rail and airline networks, traffic light timing
at intersections, grade design of highways
 Applications of Linear Programming
• Sales
– Travelling salesman problem, mix of magazines,
broadcast networks, etc, for the display of
advertisements
• Electric utility and air quality management
– Design of transmission networks and power plant
siting, selection of the level of pollutant removal from
stack gases
• Telecommunications
– Siting telephone networks (local exchanges, central
exchange, long- distance lines)
 Applications of Linear Programming
• Water resources and quality management
– Operation of reservoirs in deterministic and stochastic
environments, muti-purpose reservoirs, least cost of
removal of organic wastes
• Agriculture and Forestry
– Determining optimal volumes for grain reserves,
timing of cutting in national forests
• Civil infrastructure and construction
– Sequence of repair of road networks, ordering of
activities of construction
 A Few Rules for Model Building
1. Keep the model as simple as possible
2. Determine x, the feature that can be
controlled
3. List all possible constraints and enumerate
the objectives
4. Try to have additive and proportional
processes (i.e. linear)
 The Form of a Linear Program
• Maximize

• Subject to

• and
 Definitions
• The program has n variables and m
constraints, j is index for decision, and i index
for resources
• cj is profit (for activity j)
• aij is coefficient (resource i consumed for
activity j)
• bi is amount of resource i available
 Decision Model Settings
• We need to collect data needed
• We need to articulate objective and
constraints on acceptable performance and
decision variables
 Problem 1 Statement
• Siting of a system of health clinics in a rural
region of a developing country
– 10 health clinics
– All communities over 1000 reach a clinic within
less than 10 miles of travel
– Clinic sited in a community 10,000 or more
• Data needed
– Population of communities, those with 10,000 at
least and distance between them.
 Problem 1 Articulation
• Objective
– Average distance travelled as small as possible
• Constraints
– Clinics at communities with 10,000 at least
– At least one site within 10 miles have health clinic
– Only 10 clinics can be sited
• Decision variables
– Which communities assigned to which clinics and
which communities house the clinics
 Problem 2 Statement
• Building a reservoir to supply water to a city
• Data needed
– Volumetric demand for water in each month
– For each month, the worst historical sequence of
inflows to the reservoir
– Long records of historical streamflows
 Problem 2 Articulation
• Objective
– Smallest capacity reservoir to provide projected
demand for worst drought recorded
• Decision variables
– Reservoir capacity and storages at the end of each
month
• Constraints
– Water stored less than reservoir capacity
– Water in excess of capacity released to stream
– End of month content is greater than zero
 Problem 3 Statement
• Upgrading the links of highway network in a
developing nation
• Data needed
– Cost of link built or upgraded
– Population of cities connected to network
– Projected trade between cities and export from
the system
 Problem 3 Articulation
• Objective
– Maximize the population connected directly by
ready access
– Maximize the potential trade between cities
• Decision variables
– Which cities to connect or include in the network
– Which links to improve in planned upgrade
• Constraints
– Specified budget from Transport Ministry
 Problem 4 Statement
• Positioning of fire stations in an urban area
• Data needed
– Partitioned sectors of the urban area
– Travel time between all centroids
 Problem 4 Articulation
• Objective
– The least number of fire stations to achieve 5 min
performance
• Design variable
– 1 or 0 to site or not a fire station in a given sector
• Constraints
– Each sector has fire station 5 min travel time from
centroid
 Problem 5 Statement
• Expansion of an electric power system for a
province
• Data needed
– Projection for demand of electric power for each
city
– Cost to build and operate hydroelectric, coal-fired
and nuclear power plants
– Power losses along the segments of the network
 Problem 5 Articulation
• Objective
– Least cost (building and operation) of power
plants to meet demands for power
• Decision variables
– 1 or 0 denoting to establish or not a plant type k
at site i built to size j
• Constraints
– Each city assigned sufficient power from among all
plants
 Course Project
• Choose a topic from the course contents
• Discuss your choice with me
• Submit a report and make a presentation
• You can choose an interesting Linear
Programming or other mathematical models
application